Question about Sony Ps-Hx500

There is no such thing as an aux cable.
However, there are aux inputs on amplifiers (aux for auxiliary --> designation of the source). The design of such an input on stereo amplifiers is usually "Cinch" (or RCA in English). AV receivers usually also have such inputs.
The record player has a cinch output. This means that the record player can be connected to a common stereo amplifier using this cable, for example: Lindy Stereo Cinch (1m, Entry, Cinch)

The turntable also has a USB output (type B). This means that the turntable can be connected directly to a laptop/PC via USB.

You would just have to say what the record player should be connected to so that the question can be answered completely.